To get the Finder to remember window positions, you don't have to log out and in. What you have to do is this:
1. Open a new window (you can't use one you've been working with)
2. Without opening any folders (no not navigate the filesystem), set your window the way you want it.
3. Close the window.
From now on, all your Finder windows will be the same (they will shift down and to the right if you open more than one though, for convenience).
It's a sucky method, but that;s how it is. I hope it is improved upon.